PhaseFormer: From Patches to Phases for Efficient and Effective Time Series Forecasting
March 10, 2026 ยท View on GitHub
Official implementation of PhaseFormer, a novel time series forecasting model that shifts the paradigm from traditional temporal patches to the phase domain.
This repository has been refactored for full compatibility with the Time-Series Library framework, ensuring seamless integration for researchers and practitioners. For the original implementation, please visit neumyor/PhaseFormer.
๐ Key Features
Unlike standard segment-based forecasting, PhaseFormer leverages the periodic nature of time series data through:
- Phase Tokenization: Segments time series into fixed cycles based on
period_len, encoding each cycle as a discrete phase token. - Cross-Phase Interaction: Utilizes a specialized routing mechanism to facilitate information exchange between different phases.
- Phase Block Stacking: Employs deep layers to predict future phase states, which are then reconstructed back into the temporal domain.
The result? Significant improvements in both computational efficiency and forecasting accuracy.
๐ ๏ธ Usage
Environment Setup
Ensure you have the dependencies of the Time-Series Library installed. Then, you can run the provided scripts directly.
Running Examples
Example script are provided in the /scripts directory. You can run PhaseFormer on Traffic by:
bash ./scripts/run_traffic.py
More scripts can be found in neumyor/PhaseFormer.
๐ Cite This Work
If you find PhaseFormer useful in your research, please cite our ICLR 2026 paper:
@inproceedings{niu2026phaseformer,
title={PhaseFormer: From Patches to Phases for Efficient and Effective Time Series Forecasting},
author={Niu, Yiming and Deng, Jinliang and Tong, Yongxin},
booktitle={International Conference on Learning Representations (ICLR)},
year={2026}
}